Her fascination is with figures who have made the transition from celebrity to infamy. They include Valerie Solanas, the 1960s feminist radical at the heart of her feature debut I Shot Andy Warhol (1996), and now Bettie Page, the iconic fetish model who is the subject of her new film, The Notorious Bettie Page.

This latest venture is something of a paradox. Just as Harron sucked the ultra-violence out of American Psycho, so here she has created a film about a proto-porn legend without a shred of eroticism.

The bulk of it is shot in black-and-white which, says Harron, gives it an “aesthetic distance” from the feel of pornography. Clearly she has no wish to create a gratuitous exposé of Page’s life. Indeed, Harron eschews pop psychology, making no attempt to reason that the sexual abuse Page suffered in her early life — from her father to a terrifying gang rape — led to her work as a model. “Whatever bad experiences she had, there were some ways in which they didn’t leave a mark,” she says. “I think she was somebody who repressed it. In a way, that’s what I was trying to show. Her way of dealing with things was to move forward. She was a 1950s woman.”

In the film, in which Page is brilliantly embodied by Gretchen Mol, we are steered carefully from her early life in Nashville, through the pin-up years and burgeoning fetish scene of 1950s New York, to her conversion to Christianity in 1958.

Throughout, Harron sets out to show Page — who was reputedly photographed more than Marilyn Monroe and Cindy Crawford combined — as an innocent who saw her work as nothing more than “dressing up”. Photo sessions, such as the “Jungle Bettie” shoot by Bunny Yeager, her long-time collaborator, in which she wore a leopard-skin patterned outfit that became so associated with her image, were never with men. “If there were men in the pictures, it was clearly sexual — and she would not have done it,” says Harron.

At the time that Harron and Guinevere Turner, her collaborator, were writing their script, another film about Page was in the pipeline. Unfortunately for Harron, Page — now 83 — had sold her rights to the rival production. That film never saw the light of day, but the arrangement meant that Harron was unable to meet her subject. In some respects this distance allowed her to move the film away from a traditional biography and view her subject more as an icon.

She compares Page to Pamela Anderson, the 1990s actress and model. “Like Bettie, she’s a sex symbol who is wholesome and sweet and doesn’t seem damaged by what she’s doing,” says Harron. She notes that Page never repudiated her earlier life as a sex-symbol when she found religion. She was not a puritanical person. “She was proud of her pin-up career.”

Meeting Harron is a disarming experience. The mother of two seems far too timid to take on punk rock’s finest. But then, dressed conservatively in jeans and a blouse, this 50-year-old Oxford-educated Canadian manages to defy expectations on just about every level. She has always been in touch with the fleeting nature of fame: her father, Donald Harron, was an actor, author, director and comedian, and her first stepmother was Virginia Leith, whom Stanley Kubrick cast in Fear and Desire (1953).

The Notorious Bettie Page concludes before Page suffers a nervous breakdown because, says Harron, the script would have become “very moralistic and melodramatic. People in America expect a soul-wrenching, revealing story, which I felt was not right for the character or the period. So it’s a bit against the tone of a biopic now, which is very confessional and emotional.”

Although the film made only a little over $1 million (£541,000) in the US, Harron believes it will do better over here. “I feel the European response is very important to my movies. American Psycho initially had a very mixed response in the US and had a great response in Europe. Then, on DVD, it became this big, cult film in America.”

Despite being an Anglophile, Harron, who lives with her husband, the film-maker John Walsh, and their two children, sees New York as her spiritual home — not least because after her teenage years in England she escaped there to witness the birth of punk. Her next film, an adaptation of Please Kill Me by Legs McNeil and Gillian McCain, is about just that, and again Harron finds herself patrolling an underground scene. If she’s not careful, she may earn herself the nickname of the “notorious Mary Harron”.

The Notorious Bettie Page is released on August 4

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